Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 636.210864 651.607107 666.752750 682.768926 699.220282 715.621554 733.205167
2026-02-01 615.730301 638.343617 660.890485 685.056957 710.224599 735.661343 763.313175
2026-02-08 601.762759 629.396255 657.219761 687.336631 719.018928 751.362874 786.884305
2026-02-15 589.847902 621.461991 653.552968 688.573988 725.725750 763.972108 806.335915
2026-02-22 579.976607 614.970196 650.744237 690.064435 732.084569 775.661489 824.293267
2026-03-01 570.883760 608.797876 647.804697 690.954110 737.372267 785.829676 840.275602
2026-03-08 561.954767 602.406956 644.267055 690.845085 741.255652 794.200884 854.060206
2026-03-15 555.224487 598.084940 642.677219 692.567332 746.868285 804.223581 869.447259
2026-03-22 547.855931 592.817690 639.832058 692.700900 750.548211 811.973921 882.207980
2026-03-29 542.552305 589.598681 639.028280 694.883128 756.305066 821.856518 897.198377
2026-04-05 538.244155 587.305863 639.087751 697.871562 762.824657 832.479665 912.936769
2026-04-12 533.292881 584.157336 638.074029 699.550500 767.788861 841.303568 926.622034
2026-04-19 529.890982 582.629243 638.768608 703.055056 774.731672 852.298987 942.740509
2026-04-26 525.837094 580.266663 638.440930 705.332431 780.233495 861.641401 956.986237
2026-05-03 522.074684 578.125098 638.265357 707.692607 785.754961 870.953923 971.171269
2026-05-10 517.758781 575.265691 637.199745 708.971163 789.990628 878.773344 983.642263
2026-05-17 513.825264 572.746675 636.434319 710.511507 794.457076 886.806329 996.330906
2026-05-24 509.643333 569.863637 635.183273 711.430968 798.159271 893.931399 1007.962382
2026-05-31 504.930692 566.297873 633.086360 711.318292 800.624941 899.605534 1017.905338
2026-06-07 501.661739 564.302570 632.703965 713.098212 805.200114 907.647780 1030.551821
2026-06-14 497.431163 561.142906 630.936442 713.236254 807.844967 913.448129 1040.597847
2026-06-21 494.739727 559.685896 631.057293 715.491587 812.884591 921.972030 1053.790837
2026-06-28 492.698832 558.927036 631.934193 718.580181 818.859473 931.562997 1068.235986